+1,690.1%
TTWO vs SPXL
+7,356.5%
-5,666.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.3% |
| 7D | +1.3% | -6.0% | +7.3% | +3.3% |
| 30D | -13.4% | -5.8% | -7.6% | -11.8% |
| 3M | +3.1% | +10.9% | -7.8% | -0.9% |
| 6M | +3.8% | +31.9% | -28.1% | -6.5% |
| YTD | -15.3% | +25.8% | -41.0% | -22.5% |
| 1Y | -11.1% | +39.8% | -50.9% | -21.9% |
| 3Y | +52.0% | +219.9% | -167.9% | -4.7% |
| 5Y | +40.9% | +141.1% | -100.1% | -10.6% |
| 10Y | +407.6% | +1,223.7% | -816.0% | +40.0% |
| All | +1,690.1% | +7,356.5% | -5,666.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling